Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		_______Position_______=""""; Lots=1; Lots_PCT=10; Use_Lots_PCT=false; TP=0; SL=30; SL_Mode=0; Breakeven_Pips=0; ______TrailingStop_____=""""; tss0=""0"; tss1=""3"; tss2=""4"; tss3=""5"; TS_Mode=0; TS_Trigger=30; TS_Sensitivity=3; TS_DynamicFactor=0.5; Evaluate_Interval=1; _______Indicators______=""""; Extra_Pips=1; Keltner_Period=10; Use300=false; _______Damiani________=""""; Filter_Damiani_15=0; Filter_Damiani_30=0; _______Session_______=""""; Filter_Session=false; From_Hour=13; From_Min=0; To_Hour=18; To_Min=0;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-7911.80	Gross profit	3349.44	Gross loss	-11261.24
Profit factor	0.30	Expected payoff	-197.79
Absolute drawdown	8152.05	Maximal drawdown	9247.77 (83.35%)	Relative drawdown	83.35% (9247.77)
Total trades	40	Short positions (won %)	20 (25.00%)	Long positions (won %)	20 (25.00%)
		Profit trades (% of total)	10 (25.00%)	Loss trades (% of total)	30 (75.00%)
Largest		profit trade	722.96	loss trade	-735.38
Average		profit trade	334.94	loss trade	-375.37
Maximum		consecutive wins (profit in money)	2 (932.65)	consecutive losses (loss in money)	5 (-1478.97)
Maximal		consecutive profit (count of wins)	932.65 (2)	consecutive loss (count of losses)	-1917.53 (4)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 08:10	sell	1	1.00	1.05273	0.00000	0.00000
2	2009.12.01 21:46	close	1	1.00	1.04784	0.00000	0.00000	466.67	10466.67
3	2009.12.01 21:46	buy	2	1.00	1.04784	0.00000	0.00000
4	2009.12.02 07:15	close	2	1.00	1.04385	0.00000	0.00000	-382.90	10083.77
5	2009.12.02 07:15	sell	3	1.00	1.04385	0.00000	0.00000
6	2009.12.02 14:50	close	3	1.00	1.04901	0.00000	0.00000	-491.89	9591.88
7	2009.12.02 14:50	buy	4	1.00	1.04901	0.00000	0.00000
8	2009.12.03 07:50	close	4	1.00	1.04745	0.00000	0.00000	-150.90	9440.98
9	2009.12.03 07:50	sell	5	1.00	1.04745	0.00000	0.00000
10	2009.12.03 14:40	close	5	1.00	1.05276	0.00000	0.00000	-504.39	8936.59
11	2009.12.03 14:40	buy	6	1.00	1.05276	0.00000	0.00000
12	2009.12.04 08:03	close	6	1.00	1.05458	0.00000	0.00000	171.92	9108.51
13	2009.12.04 08:03	sell	7	1.00	1.05458	0.00000	0.00000
14	2009.12.04 19:40	close	7	1.00	1.05653	0.00000	0.00000	-184.57	8923.94
15	2009.12.04 19:40	buy	8	1.00	1.05653	0.00000	0.00000
16	2009.12.07 07:46	close	8	1.00	1.05365	0.00000	0.00000	-274.00	8649.94
17	2009.12.07 07:46	sell	9	1.00	1.05365	0.00000	0.00000
18	2009.12.07 09:10	close	9	1.00	1.05878	0.00000	0.00000	-484.52	8165.42
19	2009.12.07 09:10	buy	10	1.00	1.05878	0.00000	0.00000
20	2009.12.07 14:46	close	10	1.00	1.05340	0.00000	0.00000	-510.73	7654.69
21	2009.12.07 14:46	sell	11	1.00	1.05340	0.00000	0.00000
22	2009.12.08 08:20	close	11	1.00	1.05366	0.00000	0.00000	-25.15	7629.54
23	2009.12.08 08:20	buy	12	1.00	1.05366	0.00000	0.00000
24	2009.12.09 04:37	close	12	1.00	1.06092	0.00000	0.00000	683.65	8313.19
25	2009.12.09 04:37	sell	13	1.00	1.06092	0.00000	0.00000
26	2009.12.10 05:20	close	13	1.00	1.05827	0.00000	0.00000	249.00	8562.19
27	2009.12.10 05:20	buy	14	1.00	1.05827	0.00000	0.00000
28	2009.12.10 11:20	close	14	1.00	1.05194	0.00000	0.00000	-601.75	7960.44
29	2009.12.10 11:20	sell	15	1.00	1.05194	0.00000	0.00000
30	2009.12.10 19:02	close	15	1.00	1.05530	0.00000	0.00000	-318.39	7642.05
31	2009.12.10 19:02	buy	16	1.00	1.05530	0.00000	0.00000
32	2009.12.11 10:20	close	16	1.00	1.04942	0.00000	0.00000	-560.97	7081.09
33	2009.12.11 10:20	sell	17	1.00	1.04942	0.00000	0.00000
34	2009.12.11 15:20	close	17	1.00	1.05402	0.00000	0.00000	-436.42	6644.67
35	2009.12.11 15:20	buy	18	1.00	1.05402	0.00000	0.00000
36	2009.12.14 07:20	close	18	1.00	1.05653	0.00000	0.00000	236.91	6881.58
37	2009.12.14 07:20	sell	19	1.00	1.05653	0.00000	0.00000
38	2009.12.14 09:20	close	19	1.00	1.06308	0.00000	0.00000	-616.13	6265.45
39	2009.12.14 09:20	buy	20	1.00	1.06308	0.00000	0.00000
40	2009.12.14 17:15	close	20	1.00	1.05959	0.00000	0.00000	-329.37	5936.08
41	2009.12.14 17:15	sell	21	1.00	1.05959	0.00000	0.00000
42	2009.12.15 09:05	close	21	1.00	1.06040	0.00000	0.00000	-76.86	5859.22
43	2009.12.15 09:05	buy	22	1.00	1.06040	0.00000	0.00000
44	2009.12.16 10:20	close	22	1.00	1.05855	0.00000	0.00000	-175.43	5683.79
45	2009.12.16 10:20	sell	23	1.00	1.05855	0.00000	0.00000
46	2009.12.16 20:45	close	23	1.00	1.06404	0.00000	0.00000	-515.96	5167.83
47	2009.12.16 20:45	buy	24	1.00	1.06404	0.00000	0.00000
48	2009.12.18 03:03	close	24	1.00	1.06731	0.00000	0.00000	303.75	5471.58
49	2009.12.18 03:03	sell	25	1.00	1.06731	0.00000	0.00000
50	2009.12.21 09:13	close	25	1.00	1.06928	0.00000	0.00000	-184.71	5286.87
51	2009.12.21 09:13	buy	26	1.00	1.06928	0.00000	0.00000
52	2009.12.21 11:10	close	26	1.00	1.06464	0.00000	0.00000	-435.83	4851.04
53	2009.12.21 11:10	sell	27	1.00	1.06464	0.00000	0.00000
54	2009.12.21 20:02	close	27	1.00	1.06345	0.00000	0.00000	111.90	4962.94
55	2009.12.21 20:02	buy	28	1.00	1.06345	0.00000	0.00000
56	2009.12.22 08:15	close	28	1.00	1.06001	0.00000	0.00000	-325.19	4637.75
57	2009.12.22 08:15	sell	29	1.00	1.06001	0.00000	0.00000
58	2009.12.22 16:50	close	29	1.00	1.06257	0.00000	0.00000	-240.93	4396.82
59	2009.12.22 16:50	buy	30	1.00	1.06257	0.00000	0.00000
60	2009.12.23 09:15	close	30	1.00	1.05482	0.00000	0.00000	-735.38	3661.44
61	2009.12.23 09:15	sell	31	1.00	1.05482	0.00000	0.00000
62	2009.12.24 18:15	close	31	1.00	1.05073	0.00000	0.00000	387.84	4049.28
63	2009.12.24 18:15	buy	32	1.00	1.05073	0.00000	0.00000
64	2009.12.28 04:15	close	32	1.00	1.04589	0.00000	0.00000	-464.08	3585.21
65	2009.12.28 04:15	sell	33	1.00	1.04589	0.00000	0.00000
66	2009.12.28 09:02	close	33	1.00	1.05011	0.00000	0.00000	-401.86	3183.35
67	2009.12.28 09:02	buy	34	1.00	1.05011	0.00000	0.00000
68	2009.12.28 14:45	close	34	1.00	1.04529	0.00000	0.00000	-461.12	2722.23
69	2009.12.28 14:45	sell	35	1.00	1.04529	0.00000	0.00000
70	2009.12.29 03:50	close	35	1.00	1.04513	0.00000	0.00000	14.84	2737.07
71	2009.12.29 03:50	buy	36	1.00	1.04513	0.00000	0.00000
72	2009.12.29 08:45	close	36	1.00	1.04191	0.00000	0.00000	-309.05	2428.02
73	2009.12.29 08:45	sell	37	1.00	1.04191	0.00000	0.00000
74	2009.12.29 17:15	close	37	1.00	1.04393	0.00000	0.00000	-193.50	2234.52
75	2009.12.29 17:15	buy	38	1.00	1.04393	0.00000	0.00000
76	2009.12.31 02:45	close	38	1.00	1.05156	0.00000	0.00000	722.96	2957.47
77	2009.12.31 02:45	sell	39	1.00	1.05156	0.00000	0.00000
78	2009.12.31 16:32	close	39	1.00	1.05356	0.00000	0.00000	-189.83	2767.64
79	2009.12.31 16:32	buy	40	1.00	1.05356	0.00000	0.00000
80	2009.12.31 18:57	close at stop	40	1.00	1.04645	0.00000	0.00000	-679.44	2088.20